-52.1%
SMR vs ACI
-33.8%
-18.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +1.3% | -9.1% | -7.7% |
| 7D | +10.3% | -0.5% | +10.8% | +10.3% |
| 30D | -25.7% | +4.9% | -30.6% | -25.1% |
| 3M | -49.7% | +11.1% | -60.8% | -48.9% |
| 6M | -59.8% | -14.9% | -44.9% | -59.6% |
| YTD | -66.0% | -19.6% | -46.4% | -65.7% |
| 1Y | -81.4% | -22.7% | -58.7% | -81.2% |
| 3Y | +130.6% | -31.2% | +161.9% | +134.0% |
| All | -52.1% | -33.8% | -18.3% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling